The program gets all important information after you've clicked "Check".
If you get an endchapter# of 0 then this means that it didn't get the informations needet.

The links you've provided are ok, I'm also able to download both stories (and I've also tried it without Calibre)

Now there could be several reasons, please try the following tips:
- Disable your Firewall and try it again
- Run the Programm as Administrator and try again
- Try to download this story: http://jeconais.fanficauthors.net/Happily_Ever_After/Chapter_3/ (Copy the link exactly as it is)

What's diaplayed below the progressbar? is it "You are using the newest version...." or is it "couldn't check version"?

My Sony only came with software to put books on and off the Reader, and boy does the software stink. I hate using it when I'm required to by the public library's DRM. Calibre does not touch DRM in any way, shape or form. I haven't bought any books for my Sony so haven't had to deal with DRM there.

If you install Calibre and just leave it alone, fanfictiondownloader can create your MOBI files without any extra work from you.

I quickly found Calibre and yes, it is very features heavy and a bit daunting but it does the job for me. It works flawlessly with my Sony Reader. I use the series and tag capabilities to organize my book collection. Using the series column, I can have books show up in the order I specify on the reader's "collection" feature. I read a lot of manga scanlations on my reader which Calibre puts into a format my reader likes.

On the fan fiction front, I learned how to get Calibre to change the formatting so it is more like a book's. It's much easier for me to read that way. I also added custom columns to note if a story is complete and my reading status (yes, no, in progress).